I'm in a similar boat. I want to get started in this direction.What gives me hope is that companies who will want to hire quants will want to hire highly intelligent people who have some low and medium level knowledge of quantitative finance. Intelligence or knowledge of a field is garnered through a two fold method. You may be innately intelligent, but you will need to know a lot about modern portfolio theory and important issues facing quants day to day. If you arent born smart, and most of us arent, keep working at it. Hard work is what polishes raw genius, and enough of hard work can make up for the lack of it.If you work very, very hard, and become a quant guru, and get through an interview, I suppose you'd have as good a chance as any. From what I understand though, you'll need to do some graduate level course work, and plug your way through some calculus and probability text books. Here is a nice but by no means definitive list of books worth looking athttp://
www.quantnet.org/forum/showthread.php?t=1336&page=2The real guru's can add more Regards,Prasenjit